+1,156.2%
ABBV vs ACM
+190.7%
+965.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | +0.4% | -3.7% | +4.1% | +1.2% |
| 30D | +4.2% | -11.1% | +15.3% | +6.6% |
| 3M | +14.8% | -8.0% | +22.8% | +16.4% |
| 6M | +10.3% | -29.7% | +39.9% | +18.6% |
| YTD | +14.9% | -29.4% | +44.3% | +22.6% |
| 1Y | +24.1% | -46.4% | +70.6% | +41.6% |
| 3Y | +91.9% | -22.3% | +114.3% | +96.1% |
| 5Y | +176.0% | +4.5% | +171.6% | +155.5% |
| 10Y | +502.9% | +127.6% | +375.3% | +319.2% |
| All | +1,156.2% | +190.7% | +965.5% | +779.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling